1810596 (Ireland) Risk Analysis And Volatility Evaluation

1810596 -- Ireland Fund  

USD 67.06  7.19  9.68%

Our way in which we are foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 1810596 which you can use to evaluate future volatility of the entity. Please confirm 1810596 Standard Deviation of 6.68, Market Risk Adjusted Performance of 0.0736 and Coefficient Of Variation of 3219.09 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

1810596 Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 1810596 will likely underperform.
One Month Beta |Analyze 1810596 Demand Trend
Check current 30 days 1810596 correlation with market (DOW)
β = 3.1092
1810596 Large Beta1810596 Beta Legend

1810596 Technical Analysis

Transformation
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1810596 Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 3.1092 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, 1810596 will likely underperform. Additionally, 1810596 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=3.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.0158

1810596 Return Volatility

1810596 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

1810596 Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than 1810596. 0% of all equities and portfolios are less risky than 1810596. Compared to the overall equity markets, volatility of historical daily returns of 1810596 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1810596 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 1810596 to be traded at $63.71 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 1810596 will likely underperform.

1810596 correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding 1810596 and equity matching DJI index in the same portfolio.

1810596 Volatility Indicators

1810596 Current Risk Indicators

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